Results 151 to 160 of about 1,960,682 (378)
Quality Control for Structural Credit Risk Models [PDF]
Over the last four decades, a large number of structural models have been developed to estimate and price credit risk. The focus of the paper is on a neglected issue pertaining to fundamental shifts in the structural parameters governing default.
Elena Andreou, Eric Ghysels
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Understanding Credit Derivatives and Their Potential to Synthesize Riskless Assets
, 2001 Antúlio N. Bomfim
openalex +1 more source
Does Contract Farming Improve Diet Quality? The Case of Senegalese Smallholders
Agribusiness, EarlyView.ABSTRACT The institution of contract farming has gained prominence in most developing countries owing to its numerous benefits. While several studies have already highlighted the welfare benefits of contract farming, very few have investigated the effects on diet quality, despite poor quality diets being a serious challenge in most parts of the ...
Francis E. Ndip, Takeshi Sakurai
wiley +1 more source
“Does the tail wag the dog? The effect of credit default swaps on credit risk” [PDF]
Credit default swaps (CDS) are derivative contracts that are widely used as tools for credit risk management. However, in recent years, concerns have been raised about whether CDS trading itself affects the credit risk of the reference entities.
Subrahmanyam, Marti G. +2 more
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Agribusiness, EarlyView.ABSTRACT The penetration of information and communication technologies (ICTs) in farming communities is increasing the use of smartphone‐based instant messaging apps. Despite this, the reasons behind participation and the impact on farm productivity in developing countries remain unexplored.
Zafar Kurbanov +4 more
wiley +1 more source
Credit default swaps:what are the social benefi ts and costs? [PDF]
Credit default swaps (CDSs) are derivative contracts that allow agents to shift the risk of default on an underlying credit from a credit protection buyer to a credit protection seller.
Anderson, R W.
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Pricing credit derivatives under incomplete information: a nonlinear-filtering approach [PDF]
, 2010 Rüdiger Frey, Wolfgang Runggaldier
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Agribusiness, EarlyView.ABSTRACT Smallholder farmers are reverting to traditional production methods due to the high opportunity costs and unintended consequences of new technologies. This study focuses on row planting technology, which is labor‐intensive and slow without mechanized operations.
Emmanuel Tetteh Jumpah +4 more
wiley +1 more source
Symmetries in Jump-Diffusion Models with Applications in Option Pricing and Credit Risk [PDF]
It is a well known fact that local scale invariance plays a fundamental role in the theory of derivative pricing. Specific applications of this principle have been used quite often under the name of `change of numeraire', but in recent work it was shown ...
Dimitri Neumann +2 more
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Agribusiness, EarlyView.ABSTRACT Smallholder agriculture remains a cornerstone for economic development and poverty reduction in Latin America. Their transition to sustainable agricultural production is critical in the face of the environmental challenges posed by conventional farming practices and is a key pathway to achieving the United Nations' Sustainable Development ...
Gabriela Carbajo‐Alvarez +2 more
wiley +1 more source